I'm not sure what happened but somehow the Documents folder got moved to inside my Downloads folder. I'm trying to move it back but I keep getting "The folder or file is open in another program." It does the same thing in safe mode.
Answer
This is a bit strange since Downloads should already be inside Documents. So if you click into Documents, do you find a new Downloads folder inside it, and inside it the Documents folder again? If this is so, you have gotten yourself a looped junction problem. Try running the junction utility to list and remove the unwanted junction.
Otherwise you needs must have moved Downloads somewhere else than it should have been, and Documents too. To untangle the problem I'd try moving first Documents, then Downloads, in a totally different branch of the directory tree, then moving Documents back into C:\Users\YourUser, then Downloads into Documents. And then read on for a possibly necessary REGEDIT fix.
But before you do anything, this is a good moment to ask yourself, "Do I value my data, and have a full and adequate backup?" ("No" is an allowed answer, by the way. It's your data. You can do with it as you see fit). If on the other hand you do value your data, and don't have a backup, make one now.
Then you can run a disk check, just to rule out some easy-to-automatically-fix problem. The backup will come in handy, in the "theoretically impossible" case that the easy fix determined by Windows actually consists in totally blasting the whole folder and recreating it shiny, new, and empty.
If there was no junction and the disk checks OK, you seem to have a tangled folder structure problem. Uncommon but solvable.
So now for example you create an empty folder in C:\ called Movable and move Documents in there. Then you move Downloads in there too, aside (so Movable containst two folders, Documents and Downloads). Then you can move it back to where it should be.
A less easy but surer way to do this is to download a Linux LiveCD with NTFS support such as SystemRescue. You want the graphical interface. Once you boot in that, you just drag and drop Documents back, then reboot again in Windows. It will probably ask to run another disk check. Let it do so.
Finally the difficult way is to change the My Documents pointer in the Registry. This also serves if the pointer already got changed and/or after moving it with any of the other methods, Documents no longer behaves as it should. You want to fire up Registry Editor and check out:
HKEY_LOCAL_MACHINE\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Shell Folders
In both keys you want to verify the contents of "Personal". It should be something like
C:\Users\YourUser\Documents
and it should point to a directory that exists.
In a pinch, you can create a new C:\Users\YourUser\Documents and move the hidden desktop.ini and other content from the "bad" Documents folder to the new one, and reset its permissions. Then you can try deleting the old once it's empty. Remember to turn on "Show Hidden and System Files" option.
Since you have a backup, if the Documents folder fits in the Recycle Bin, you can try moving the Documents folder to the Recycle Bin (this often bypasses several "open resource" problems), then drag and drop from the Recycle Bin to the Users\ folder. This might damage the registry entry above, which will need to be reset.
A useful page on the folder location topic is http://www.askvg.com/tips-tweak-and-customize-windows-8-1-explorer-this-pc/.
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